If you use XP you can know the amount of memory used by every program. using the task manager (Ctrl+Alt+Del) and editing the columns. Other than that you should allocate some more space for yous page file (virtual memory). Make a big page file in a HD you hardly ever use and that is in the IDE cable of the CD-ROM (so you don't waste bandwidth of the important HDDs.
If you only have one HD ignore the part of choosing one to allocate space
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